+265.1%
MU vs ROL
-34.1%
+299.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.8% | -9.8% | -5.0% |
| 7D | -19.1% | +14.6% | -33.7% | -10.7% |
| 30D | -25.2% | +29.3% | -54.5% | -10.1% |
| 3M | -10.9% | +2.0% | -12.9% | -8.8% |
| 6M | +38.0% | -28.5% | +66.5% | +19.7% |
| YTD | +178.8% | -35.3% | +214.2% | +142.4% |
| 1Y | +265.1% | -34.7% | +299.8% | +215.5% |
| All | +265.1% | -34.1% | +299.3% | +215.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ROL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling